Analysis run in : 2024-10-19 09:00
Download data of year: 2024 Download data of year: 2023 Download data of year: 2022 Download data of year: 2021 Download data of year: 2020 Download data of year: 2019 Download data of year: 2018 Download data of year: 2017 Download data of year: 2016 Download data of year: 2015 Download data of year: 2014 Download data of year: 2013 Download data of year: 2012 Download data of year: 2011 Download data of year: 2010 Download data of year: 2009 Download data of year: 2008 Download data of year: 2007
Table Visualization¶
Out[13]:
| category | codeCOT | futures | latest | deltaW | zscore3M | zscore6M | |
|---|---|---|---|---|---|---|---|
| 0 | equities | 13874A | E-MINI S&P 500 | 18,878 | 27,918 | 1.446416 | 1.262499 |
| 1 | equities | 1170E1 | VIX FUTURES | 322 | 3,330 | 1.262864 | 1.754504 |
| 2 | equities | 239742 | RUSSELL E-MINI | 26,840 | 21,247 | 1.365471 | 1.912132 |
| 3 | equities | 12460+ | DJIA Consolidated | 12,629 | -1,688 | 0.420484 | 0.560005 |
| 4 | equities | 209742 | NASDAQ MINI | 7,329 | -12,131 | -0.936214 | -0.357111 |
| 5 | equities | 240741 | NIKKEI STOCK AVERAGE | 0 | 0 | 0.000000 | 0.000000 |
| 6 | rates | 043602 | UST 10Y NOTE | -944,476 | 96,729 | -0.433309 | -1.100084 |
| 7 | rates | 044601 | UST 5Y NOTE | -1,651,443 | -7,699 | -0.259318 | -0.776231 |
| 8 | rates | 042601 | UST 2Y NOTE | -1,353,303 | -116,867 | -2.307043 | -2.236807 |
| 9 | rates | 020601 | UST BOND | -62,476 | 10,797 | -0.171291 | -0.724168 |
| 10 | rates | 045601 | FED FUNDS | 126,765 | -64,706 | 0.834370 | 1.026090 |
| 11 | rates | 132741 | EURODOLLARS-3M | 0 | 0 | 0.000000 | 0.000000 |
| 12 | currencies | 098662 | USD INDEX | -2,081 | -210 | -1.480262 | -1.326303 |
| 13 | currencies | 097741 | JAPANESE YEN | 25,634 | -5,510 | 0.330045 | 1.039361 |
| 14 | currencies | 099741 | EURO FX | 24,122 | -23,300 | -1.333287 | -0.470259 |
| 15 | currencies | 096742 | BRITISH POUND | 86,726 | -8,062 | -0.398299 | 0.516447 |
| 16 | currencies | 232741 | AUSTRALIAN DOLLAR | 17,508 | -14,538 | 1.218685 | 1.449773 |
| 17 | currencies | 090741 | CANADIAN DOLLAR | -123,536 | -32,896 | -0.042995 | -0.309542 |
| 18 | currencies | 095741 | MEXICAN PESO | 25,043 | -3,949 | -0.666604 | -1.077711 |
| 19 | currencies | 112741 | NZ DOLLAR | -292 | -1,573 | 0.414077 | -0.063609 |
| 20 | currencies | 092741 | SWISS FRANC | -26,734 | -3,443 | 0.094931 | 0.786877 |
| 21 | commodities | 133741 | BITCOIN | -1,968 | -557 | -1.585414 | -2.028589 |
| 22 | commodities | 06765T | BRENT LAST DAY | -30,185 | -2,823 | -1.649495 | -1.306491 |
| 23 | commodities | 088691 | GOLD | 285,539 | 8,775 | 0.105037 | 0.840083 |
| 24 | commodities | 085692 | COPPER- #1 | 34,480 | -7,329 | 0.552812 | -0.351331 |
| 25 | commodities | 023651 | NAT GAS NYME | -141,598 | -18,399 | -2.493386 | -1.788762 |
| 26 | commodities | 111659 | GASOLINE RBOB | 51,108 | 10,000 | 2.137983 | 0.740846 |
| 27 | commodities | 022651 | NY HARBOR ULSD | -8,858 | -4,776 | -0.899486 | -1.465202 |
| 28 | commodities | 084691 | SILVER | 51,120 | 670 | 0.436121 | 0.229918 |
| 29 | commodities | 076651 | PLATINUM | 28,352 | 6,167 | 1.377943 | 1.170698 |
| 30 | commodities | 002602 | CORN | -21,206 | -54,613 | 1.035083 | 1.240719 |
| 31 | commodities | 005602 | SOYBEANS | -54,354 | -20,204 | 1.420154 | 1.187456 |
| 32 | commodities | 001602 | WHEAT-SRW | -18,272 | 1,971 | 1.033299 | 1.035544 |
| 33 | commodities | 001612 | WHEAT-HRW | 3,383 | 96 | 1.706235 | 1.787947 |
| 34 | commodities | 057642 | LIVE CATTLE | 110,191 | 8,312 | 2.030797 | 2.646216 |
| 35 | commodities | 054642 | LEAN HOGS | 96,746 | 5,524 | 1.810837 | 1.493086 |
| 36 | commodities | 080732 | SUGAR NO. 11 | 110,402 | 2,556 | 1.140064 | 1.681191 |
| 37 | commodities | 033661 | COTTON NO. 2 | -5,220 | 431 | 1.469331 | 0.300577 |
| 38 | commodities | 083731 | COFFEE C | 63,865 | 5,616 | 0.047714 | -0.395692 |
| 39 | commodities | 073732 | COCOA | 33,778 | 2,933 | 1.756802 | 2.202278 |
| 40 | commodities | 040701 | FRZN CONCENTRATED ORANGE JUICE | 3,785 | 281 | 0.454432 | 0.257707 |
Plotting plotly¶
[*********************100%%**********************] 1 of 1 completed
[*********************100%%**********************] 1 of 1 completed
[*********************100%%**********************] 1 of 1 completed